+138.2%
IWD vs OUST
-60.2%
+198.5%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +10.8% | -8.8% | +1.5% |
| 7D | +1.3% | +36.7% | -35.4% | -0.4% |
| 30D | +3.6% | -3.3% | +6.9% | +3.5% |
| 3M | +2.3% | -11.1% | +13.5% | +2.4% |
| 6M | +13.0% | +53.1% | -40.0% | +8.4% |
| YTD | +26.2% | +78.2% | -52.1% | +19.3% |
| 1Y | +30.5% | +50.0% | -19.6% | +24.2% |
| 3Y | +86.2% | +836.2% | -750.0% | +52.5% |
| 5Y | +72.9% | -50.0% | +122.9% | +54.6% |
| All | +138.2% | -60.2% | +198.5% | +113.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded OUST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling